A barrier option which has barriers both above and below the current underlying price that widen or narrow in steps...

A barrier option (typically a knock-out barrier option) in which the barrier(s) evolves as a step function of time. The...

A barrier option in which the barrier level is not constant but rather it changes value upward at fixed points...

A type of capped floored floater in which the capped coupon varies over the life of the note/ bond. An...

A type of capped floored floater in which the floored coupon varies over the life of the note/ bond. An...

A type of capped floored floating rate note in which the capped coupon varies over the life of the note/...

A warrant that comes with an upward strike price reset mechanism effective within a limited period at a certain future...

A credit default swap (CDS) which links the notional amount, on which the swap payoff is based, to the daily...

An option trading strategy which involves the expansion of a short call position as the price of the underlying increases....

The spread that relates the revenue received from selling electricity to the cost of producing it from coal. This spread...